PFXF vs. CSSD
PFXF (VanEck Vectors Preferred Securities ex Financials ETF) and CSSD (Cohen & Steers Short Duration Preferred and Income Active ETF) are both Preferred Stock/Convertible Bonds funds. PFXF is passively managed, while CSSD is actively managed. A 0.51 correlation means they provide meaningful diversification when combined. PFXF charges 0.41%/yr vs 0.49%/yr for CSSD.
Performance
PFXF vs. CSSD - Performance Comparison
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Returns By Period
In the year-to-date period, PFXF achieves a 5.24% return, which is significantly higher than CSSD's 2.72% return.
PFXF
- 1D
- -0.33%
- 1M
- -1.17%
- YTD
- 5.24%
- 6M
- 4.73%
- 1Y
- 15.10%
- 3Y*
- 9.41%
- 5Y*
- 3.74%
- 10Y*
- 5.12%
CSSD
- 1D
- -0.12%
- 1M
- 0.68%
- YTD
- 2.72%
- 6M
- 2.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFXF vs. CSSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 5.24% | 1.10% |
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 2.72% | 0.49% |
Correlation
The correlation between PFXF and CSSD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.51 |
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Return for Risk
PFXF vs. CSSD — Risk / Return Rank
PFXF
CSSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PFXF vs. CSSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) and Cohen & Steers Short Duration Preferred and Income Active ETF (CSSD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PFXF | CSSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | — | — |
| Martin ratioReturn relative to average drawdown | 8.59 | — | — |
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Drawdowns
PFXF vs. CSSD - Drawdown Comparison
The maximum PFXF drawdown since its inception was -35.49%, which is greater than CSSD's maximum drawdown of -2.32%. Use the drawdown chart below to compare losses from any high point for PFXF and CSSD.
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Drawdown Indicators
| PFXF | CSSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -2.32% | -33.17% |
Max Drawdown (1Y)Largest decline over 1 year | -5.83% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.49% | — | — |
Current DrawdownCurrent decline from peak | -3.96% | -0.20% | -3.76% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -0.29% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | — | — |
Volatility
PFXF vs. CSSD - Volatility Comparison
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Volatility by Period
| PFXF | CSSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.33% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.42% | 3.08% | +6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 3.08% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 3.08% | +10.17% |
PFXF vs. CSSD - Expense Ratio Comparison
PFXF has a 0.41% expense ratio, which is lower than CSSD's 0.49% expense ratio.
Dividends
PFXF vs. CSSD - Dividend Comparison
PFXF's dividend yield for the trailing twelve months is around 6.27%, more than CSSD's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSD Cohen & Steers Short Duration Preferred and Income Active ETF | 2.63% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 6.27% | 6.72% | 7.82% | 7.88% | 6.74% | 4.66% | 5.19% | 5.35% | 6.56% | 5.93% | 5.81% | 5.99% |
Frequently Asked Questions
PFXF and CSSD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PFXF is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PFXF is cheaper with a 0.41% expense ratio, compared with 0.49% for CSSD.
PFXF has the higher dividend yield at 6.27%, compared with 2.63% for CSSD.
They also come from different issuers: VanEck and Cohen & Steers. Their fees differ too: 0.41% for PFXF and 0.49% for CSSD.
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